BVT Call 78 ON 21.06.2024
/ DE000VM58FU1
BVT Call 78 ON 21.06.2024/ DE000VM58FU1 /
| 2024-06-07 8:39:23 AM |
Chg.-0.062 |
Bid6:51:46 PM |
Ask6:51:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.081EUR |
-43.36% |
0.049
Bid Size: 156,000 |
0.059
Ask Size: 156,000 |
ON Semiconductor |
78.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58FU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
73.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.40 |
| Parity: |
-0.51 |
| Time value: |
0.09 |
| Break-even: |
72.52 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
8.52 |
| Spread abs.: |
0.01 |
| Spread %: |
12.35% |
| Delta: |
0.25 |
| Theta: |
-0.08 |
| Omega: |
17.98 |
| Rho: |
0.01 |
Quote data
| Open: |
0.081 |
| High: |
0.081 |
| Low: |
0.081 |
| Previous Close: |
0.143 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.63% |
| 1 Month |
|
|
-35.71% |
| 3 Months |
|
|
-88.90% |
| YTD |
|
|
-94.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.143 |
0.073 |
| 1M High / 1M Low: |
0.300 |
0.073 |
| 6M High / 6M Low: |
1.530 |
0.073 |
| High (YTD): |
2024-01-02 |
1.220 |
| Low (YTD): |
2024-06-05 |
0.073 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.614 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
692.83% |
| Volatility 6M: |
|
385.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
